Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-27 0.314594 0.343307 0.374499 0.411081 0.453045 0.499961 0.556778
2025-05-04 0.280880 0.318130 0.360882 0.414141 0.479512 0.558219 0.661873
2025-05-11 0.258157 0.300845 0.351983 0.418854 0.505695 0.617198 0.775679
2025-05-18 0.233448 0.277807 0.332668 0.407112 0.508166 0.644873 0.852123
2025-05-25 0.212291 0.256845 0.313365 0.392404 0.503726 0.661206 0.913992
2025-06-01 0.200611 0.246741 0.306772 0.393345 0.520057 0.708093 1.029672
2025-06-08 0.194709 0.243499 0.308666 0.405695 0.553633 0.784939 1.210012
2025-06-15 0.186697 0.236664 0.304841 0.409096 0.573685 0.843077 1.371651
2025-06-22 0.177949 0.228118 0.297802 0.406793 0.584097 0.886253 1.515676
2025-06-29 0.170135 0.220321 0.291166 0.404294 0.593561 0.928782 1.669592
2025-07-06 0.160562 0.209440 0.279246 0.392414 0.585703 0.938115 1.753374
2025-07-13 0.156124 0.205682 0.277601 0.396662 0.606018 1.003923 1.988891
2025-07-20 0.150862 0.200597 0.273863 0.397589 0.621333 1.064358 2.239719
2025-07-27 0.145729 0.195407 0.269600 0.397214 0.634132 1.122025 2.508916
2025-08-03 0.141663 0.191587 0.267198 0.399742 0.652684 1.195956 2.863930
2025-08-10 0.134763 0.183121 0.256933 0.387707 0.641206 1.199071 2.992597
2025-08-17 0.127875 0.174393 0.245822 0.373417 0.623779 1.185383 3.059149
2025-08-24 0.124510 0.170961 0.243093 0.373961 0.636777 1.248596 3.447035
2025-08-31 0.123485 0.171098 0.246159 0.385238 0.673614 1.380989 4.218412
2025-09-07 0.120948 0.168719 0.244885 0.388279 0.692992 1.471907 4.896318
2025-09-14 0.117617 0.164930 0.241025 0.386076 0.700337 1.530759 5.474992
2025-09-21 0.114459 0.161290 0.237235 0.383720 0.707055 1.589662 6.126339
2025-09-28 0.109994 0.155378 0.229281 0.372675 0.692186 1.579008 6.332392